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The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…

Methodology · Statistics 2025-12-16 Antonio Olivas-Martinez , Peter B. Gilbert , Andrea Rotnitzky

Inferring causal effects of a treatment, intervention or policy from observational data is central to many applications. However, state-of-the-art methods for causal inference seldom consider the possibility that covariates have missing…

Methodology · Statistics 2020-02-26 Imke Mayer , Julie Josse , Félix Raimundo , Jean-Philippe Vert

In some causal inference scenarios, the treatment variable is measured inaccurately, for instance in epidemiology or econometrics. Failure to correct for the effect of this measurement error can lead to biased causal effect estimates.…

Machine Learning · Computer Science 2024-09-13 Antti Pöllänen , Pekka Marttinen

Causal inference, estimating causal effects from observational data, is a fundamental tool in many disciplines. Of particular importance across a variety of domains is the continuous treatment setting, where the variable of intervention has…

Machine Learning · Computer Science 2026-05-15 Christopher Stith , Medha Barath , Vahid Balazadeh , Jesse C. Cresswell , Rahul G. Krishnan

We consider the estimation of average treatment effects in observational studies and propose a new framework of robust causal inference with unobserved confounders. Our approach is based on distributionally robust optimization and proceeds…

Methodology · Statistics 2023-02-06 Dimitris Bertsimas , Kosuke Imai , Michael Lingzhi Li

Bayesian forecasting is developed in multivariate time series analysis for causal inference. Causal evaluation of sequentially observed time series data from control and treated units focuses on the impacts of interventions using…

Methodology · Statistics 2024-06-21 Graham Tierney , Christoph Hellmayr , Greg Barkimer , Kevin Li , Mike West

Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…

Methodology · Statistics 2021-12-23 Bevan I. Smith , Charles Chimedza

Estimating treatment effects plays a crucial role in causal inference, having many real-world applications like policy analysis and decision making. Nevertheless, estimating treatment effects in the longitudinal setting in the presence of…

Machine Learning · Computer Science 2023-02-22 Defu Cao , James Enouen , Yan Liu

Estimating the counterfactual outcome of treatment is essential for decision-making in public health and clinical science, among others. Often, treatments are administered in a sequential, time-varying manner, leading to an exponentially…

Machine Learning · Statistics 2024-07-16 Shenghao Wu , Wenbin Zhou , Minshuo Chen , Shixiang Zhu

Estimating causal effects of continuous treatments is a common problem in practice, for example, in studying average dose-response functions. Classical analyses typically assume that all confounders are fully observed, whereas in real-world…

Statistics Theory · Mathematics 2026-04-14 Shuyuan Chen , Peng Zhang , Yifan Cui

Unobserved confounding is a fundamental challenge for estimating causal effects. To address unobserved confounding, recent literature has turned to two different approaches -- proxy variables and the use of multiple treatments. The first…

Methodology · Statistics 2026-05-20 Aytijhya Saha , Stephen Bates , Devavrat Shah

Theoretical developments in sequential Bayesian analysis of multivariate dynamic models underlie new methodology for causal prediction. This extends the utility of existing models with computationally efficient methodology, enabling routine…

Methodology · Statistics 2024-06-05 Kevin Li , Graham Tierney , Christoph Hellmayr , Mike West

This paper studies the identification of causal effects of a continuous treatment using a new difference-in-difference strategy. Our approach allows for endogeneity of the treatment, and employs repeated cross-sections. It requires an…

Econometrics · Economics 2023-04-18 Xavier D'Haultfoeuille , Stefan Hoderlein , Yuya Sasaki

Scientific researchers utilize randomized experiments to draw casual statements. Most early studies as well as current work on experiments with sequential intervention decisions has been focusing on estimating the causal effects among…

Methodology · Statistics 2022-07-27 Jingying Zeng

This paper studies the estimation and inference of treatment effects in panel data settings when treatments change dynamically over time. We propose a balancing method that allows for (i) treatments to be assigned dynamically over time…

Econometrics · Economics 2026-02-24 Davide Viviano , Jelena Bradic

In the absence of a randomized experiment, a key assumption for drawing causal inference about treatment effects is the ignorable treatment assignment. Violations of the ignorability assumption may lead to biased treatment effect estimates.…

Methodology · Statistics 2021-08-17 Liangyuan Hu , Jungang Zou , Chenyang Gu , Jiayi Ji , Michael Lopez , Minal Kale

This paper develops a Bayesian framework for robust causal inference from longitudinal observational data. Many contemporary methods rely on structural assumptions, such as factor models, to adjust for unobserved confounding, but they can…

Methodology · Statistics 2025-11-20 Angelos Alexopoulos , Nikolaos Demiris

This paper develops a general causal inference method for treatment effects models with noisily measured confounders. The key feature is that a large set of noisy measurements are linked with the underlying latent confounders through an…

Econometrics · Economics 2021-10-14 Yingjie Feng

We focus on causal inference for longitudinal treatments, where units are assigned to treatments at multiple time points, aiming to assess the effect of different treatment sequences on an outcome observed at a final point. A common…

Methodology · Statistics 2019-05-14 Federico Ricciardi , Alessandra Mattei , Fabrizia Mealli

Estimating an individual's counterfactual outcomes under interventions is a challenging task for traditional causal inference and supervised learning approaches when the outcome is high-dimensional (e.g. gene expressions, facial images) and…

Machine Learning · Computer Science 2025-03-19 Yulun Wu , Louie McConnell , Claudia Iriondo